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V-Lab

Qantas Airways Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.86% (-0.41%)
Analysis last updated: Friday, February 20, 2026 at 07:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Qantas Airways Ltd SGARCH
paramt-stat
ω0.62956.52
α0.09977.15
β0.840846.25
γ10.01930.45
γ2-0.1337-1.95
γ30.23694.56
γ4-0.1726-3.69
γ50.04020.77
γ60.01570.29
γ7-0.0051-0.10
γ8-0.0014-0.02
Estimation Period:
Jul 31, 1995 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts